Southend failed to find the win they needed to climb out of the relegation zone as Paul Ifill sealed victory for Crystal Palace with a 64th-minute goal.
The Eagles were on the back foot for large periods as Kevin Maher, Lee Bradbury and Richie Foran had chances.
After the break Freddie Eastwood fired at Gabor Kiraly, who then pulled off an excellent save as a deflected shot from Mark Gower looked to be creeping in.
Within minutes Ifill pounced on Dougie Freedman's blocked shot to stun United.
Southend manager Steve Tilson:
"We certainly deserved something. We created several chances.
"Although many of them were not clear-cut, the fact remains we should have at least put one away.
"It makes our job harder to avoid relegation, but I still have confidence in the players to climb out of trouble - although it is a big ask."
Crystal Palace manager Peter Taylor:
"I think we will have to win nine of our remaining 13 matches (to reach the play-offs), but it is not beyond us.
"We certainly have the quality and the belief to succeed, but everyone is fully aware that the challenge is a huge one."
Southend: Flahavan, Hunt, Sodje, Clarke, Wilson (Harrold 79), Campbell-Ryce (Francis 83), Maher, Gower, Foran, Bradbury, Eastwood.
Subs Not Used: Collis, Prior, Moussa.
Crystal Palace: Kiraly, Lawrence, Hudson, Cort, Borrowdale, Ifill (Martin 90), Fletcher, Kennedy, Butterfield (Freedman 45), Morrison (Grabban 82), Scowcroft.
Subs Not Used: Speroni, Ward.
Goals: Ifill 65.
Ref: L Probert (Gloucestershire).